Rbc Quant Dividend Etf Performance
| RUD Etf | CAD 25.51 0.04 0.16% |
The entity owns a Beta (Systematic Risk) of -5.38, which implies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning RBC Quant are expected to decrease by larger amounts. On the other hand, during market turmoil, RBC Quant is expected to outperform it.
Risk-Adjusted Performance
6 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in RBC Quant Dividend are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. In spite of very unfluctuating fundamental indicators, RBC Quant displayed solid returns over the last few months and may actually be approaching a breakup point. ...more
| In Threey Sharp Ratio | 1.02 |
RBC |
RBC Quant Relative Risk vs. Return Landscape
If you would invest 2,311 in RBC Quant Dividend on August 25, 2024 and sell it today you would earn a total of 240.00 from holding RBC Quant Dividend or generate 10.39% return on investment over 90 days. RBC Quant Dividend is generating 2.2977% of daily returns assuming 26.9843% volatility of returns over the 90 days investment horizon. Simply put, majority of traded equity instruments are less risky than RBC on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
RBC Quant Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for RBC Quant's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as RBC Quant Dividend, and traders can use it to determine the average amount a RBC Quant's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0852
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | RUD | |||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 26.98 actual daily | 96 96% of assets are less volatile |
Expected Return
| 2.3 actual daily | 45 55% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average RBC Quant is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of RBC Quant by adding it to a well-diversified portfolio.
RBC Quant Fundamentals Growth
RBC Etf prices reflect investors' perceptions of the future prospects and financial health of RBC Quant, and RBC Quant fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on RBC Etf performance.
| Price To Earning | 17.79 X | |||
About RBC Quant Performance
By examining RBC Quant's fundamental ratios, stakeholders can obtain critical insights into RBC Quant's financial health, operational efficiency, and overall profitability. These insights assist in making well-informed investment and management decisions. For example, a high Return on Assets and Return on Equity would indicate that RBC Quant is effectively utilizing its assets and equity to generate significant profits, enhancing its appeal to investors. On the other hand, low ROA and ROE values could reveal issues in asset and equity management, highlighting the need for operational improvements.
The fund seeks to provide unitholders with exposure to the performance of a diversified portfolio of high-quality U.S. dividend-paying equity securities that will provide regular income and that have the potential for long-term capital growth. RBC QUANT is traded on Toronto Stock Exchange in Canada.| RBC Quant Dividend is way too risky over 90 days horizon | |
| RBC Quant Dividend appears to be risky and price may revert if volatility continues | |
| The fund maintains 99.77% of its assets in stocks |
Other Information on Investing in RBC Etf
RBC Quant financial ratios help investors to determine whether RBC Etf is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in RBC with respect to the benefits of owning RBC Quant security.